CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9001 |
0.8903 |
-0.0098 |
-1.1% |
0.8852 |
| High |
0.9019 |
0.8942 |
-0.0077 |
-0.9% |
0.8985 |
| Low |
0.8902 |
0.8847 |
-0.0055 |
-0.6% |
0.8743 |
| Close |
0.8924 |
0.8868 |
-0.0056 |
-0.6% |
0.8974 |
| Range |
0.0117 |
0.0095 |
-0.0022 |
-18.8% |
0.0242 |
| ATR |
0.0118 |
0.0116 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
60,491 |
104,912 |
44,421 |
73.4% |
507,036 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9171 |
0.9114 |
0.8920 |
|
| R3 |
0.9076 |
0.9019 |
0.8894 |
|
| R2 |
0.8981 |
0.8981 |
0.8885 |
|
| R1 |
0.8924 |
0.8924 |
0.8877 |
0.8905 |
| PP |
0.8886 |
0.8886 |
0.8886 |
0.8876 |
| S1 |
0.8829 |
0.8829 |
0.8859 |
0.8810 |
| S2 |
0.8791 |
0.8791 |
0.8851 |
|
| S3 |
0.8696 |
0.8734 |
0.8842 |
|
| S4 |
0.8601 |
0.8639 |
0.8816 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9627 |
0.9542 |
0.9107 |
|
| R3 |
0.9385 |
0.9300 |
0.9041 |
|
| R2 |
0.9143 |
0.9143 |
0.9018 |
|
| R1 |
0.9058 |
0.9058 |
0.8996 |
0.9101 |
| PP |
0.8901 |
0.8901 |
0.8901 |
0.8922 |
| S1 |
0.8816 |
0.8816 |
0.8952 |
0.8859 |
| S2 |
0.8659 |
0.8659 |
0.8930 |
|
| S3 |
0.8417 |
0.8574 |
0.8907 |
|
| S4 |
0.8175 |
0.8332 |
0.8841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9019 |
0.8743 |
0.0276 |
3.1% |
0.0118 |
1.3% |
45% |
False |
False |
94,711 |
| 10 |
0.9035 |
0.8743 |
0.0292 |
3.3% |
0.0112 |
1.3% |
43% |
False |
False |
96,918 |
| 20 |
0.9183 |
0.8743 |
0.0440 |
5.0% |
0.0108 |
1.2% |
28% |
False |
False |
93,440 |
| 40 |
0.9183 |
0.8382 |
0.0801 |
9.0% |
0.0115 |
1.3% |
61% |
False |
False |
96,138 |
| 60 |
0.9183 |
0.8000 |
0.1183 |
13.3% |
0.0125 |
1.4% |
73% |
False |
False |
93,593 |
| 80 |
0.9183 |
0.7970 |
0.1213 |
13.7% |
0.0138 |
1.6% |
74% |
False |
False |
70,716 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.2% |
0.0130 |
1.5% |
71% |
False |
False |
56,639 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.2% |
0.0119 |
1.3% |
71% |
False |
False |
47,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9346 |
|
2.618 |
0.9191 |
|
1.618 |
0.9096 |
|
1.000 |
0.9037 |
|
0.618 |
0.9001 |
|
HIGH |
0.8942 |
|
0.618 |
0.8906 |
|
0.500 |
0.8895 |
|
0.382 |
0.8883 |
|
LOW |
0.8847 |
|
0.618 |
0.8788 |
|
1.000 |
0.8752 |
|
1.618 |
0.8693 |
|
2.618 |
0.8598 |
|
4.250 |
0.8443 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8895 |
0.8924 |
| PP |
0.8886 |
0.8905 |
| S1 |
0.8877 |
0.8887 |
|